GMRES-Accelerated ADMM for Quadratic Objectives

DOI10.1137/16M1059941zbMath1402.49025arXiv1601.06200MaRDI QIDQ4554067

J. K. White, Richard Y. Zhang

Publication date: 7 November 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.06200

zbMATH Keywords

ADMM; GMRES; augmented Lagrangian; Krylov subspace; method of multipliers; alternating direction; sequence acceleration

Mathematics Subject Classification ID

90C22: Semidefinite programming

90C06: Large-scale problems in mathematical programming

49M15: Newton-type methods

49M20: Numerical methods of relaxation type

65B99: Acceleration of convergence in numerical analysis

Uses Software

• Matlab
• SDPLIB
• SeDuMi
• COL
• NESTA
• Eigtool
• Anderson
• SCS